The invention discloses a coupling intelligent control system of a cold flue gas recirculation system and a construction method thereof. The coupling intelligent control system comprises a data acquisition layer used for collecting operation state data of a boiler and operation state data of the cold flue gas recirculation system, a data processing layer used for filtering the operation state datasent by the data acquisition layer, removing pathological data and extracting the characteristic quantity, an execution module selection layer used for carrying out operation according to a mathematical model and the data processed by the data processing layer and adjusting the primary circulation amount and secondary circulation amount of cold flue gas in real time according to the operation result so that the boiler runs in the optimal state during deep peak adjustment, and a result output layer used for outputting the execution result, important operation data and abnormal alarms for the intelligent control system to guide and remind operators to operate. The coupling intelligent control system achieves intelligent adjustment of cold flue gas recirculation, and effectively improves thedepth peak adjustment capacity of the boiler.